CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 22-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2020 |
22-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7388 |
0.7433 |
0.0045 |
0.6% |
0.7357 |
| High |
0.7450 |
0.7464 |
0.0014 |
0.2% |
0.7408 |
| Low |
0.7388 |
0.7418 |
0.0030 |
0.4% |
0.7330 |
| Close |
0.7443 |
0.7455 |
0.0012 |
0.2% |
0.7367 |
| Range |
0.0063 |
0.0047 |
-0.0016 |
-25.6% |
0.0078 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
75,929 |
64,589 |
-11,340 |
-14.9% |
287,680 |
|
| Daily Pivots for day following 22-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7585 |
0.7566 |
0.7480 |
|
| R3 |
0.7538 |
0.7520 |
0.7467 |
|
| R2 |
0.7492 |
0.7492 |
0.7463 |
|
| R1 |
0.7473 |
0.7473 |
0.7459 |
0.7483 |
| PP |
0.7445 |
0.7445 |
0.7445 |
0.7450 |
| S1 |
0.7427 |
0.7427 |
0.7450 |
0.7436 |
| S2 |
0.7399 |
0.7399 |
0.7446 |
|
| S3 |
0.7352 |
0.7380 |
0.7442 |
|
| S4 |
0.7306 |
0.7334 |
0.7429 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7602 |
0.7563 |
0.7410 |
|
| R3 |
0.7524 |
0.7485 |
0.7388 |
|
| R2 |
0.7446 |
0.7446 |
0.7381 |
|
| R1 |
0.7407 |
0.7407 |
0.7374 |
0.7427 |
| PP |
0.7368 |
0.7368 |
0.7368 |
0.7378 |
| S1 |
0.7329 |
0.7329 |
0.7360 |
0.7349 |
| S2 |
0.7290 |
0.7290 |
0.7353 |
|
| S3 |
0.7212 |
0.7251 |
0.7346 |
|
| S4 |
0.7134 |
0.7173 |
0.7324 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7464 |
0.7354 |
0.0111 |
1.5% |
0.0042 |
0.6% |
91% |
True |
False |
55,439 |
| 10 |
0.7464 |
0.7330 |
0.0134 |
1.8% |
0.0042 |
0.6% |
93% |
True |
False |
60,253 |
| 20 |
0.7464 |
0.7292 |
0.0172 |
2.3% |
0.0044 |
0.6% |
94% |
True |
False |
59,166 |
| 40 |
0.7510 |
0.7230 |
0.0281 |
3.8% |
0.0053 |
0.7% |
80% |
False |
False |
46,458 |
| 60 |
0.7510 |
0.7057 |
0.0453 |
6.1% |
0.0056 |
0.8% |
88% |
False |
False |
31,078 |
| 80 |
0.7510 |
0.6980 |
0.0530 |
7.1% |
0.0060 |
0.8% |
90% |
False |
False |
23,337 |
| 100 |
0.7510 |
0.6827 |
0.0683 |
9.2% |
0.0069 |
0.9% |
92% |
False |
False |
18,728 |
| 120 |
0.7576 |
0.6827 |
0.0749 |
10.0% |
0.0061 |
0.8% |
84% |
False |
False |
15,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7662 |
|
2.618 |
0.7586 |
|
1.618 |
0.7539 |
|
1.000 |
0.7511 |
|
0.618 |
0.7493 |
|
HIGH |
0.7464 |
|
0.618 |
0.7446 |
|
0.500 |
0.7441 |
|
0.382 |
0.7435 |
|
LOW |
0.7418 |
|
0.618 |
0.7389 |
|
1.000 |
0.7371 |
|
1.618 |
0.7342 |
|
2.618 |
0.7296 |
|
4.250 |
0.7220 |
|
|
| Fisher Pivots for day following 22-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7450 |
0.7439 |
| PP |
0.7445 |
0.7424 |
| S1 |
0.7441 |
0.7409 |
|